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IYC vs. ONLN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IYC and ONLN is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

IYC vs. ONLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares US Consumer Services ETF (IYC) and ProShares Online Retail ETF (ONLN). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
70.33%
-2.41%
IYC
ONLN

Key characteristics

Sharpe Ratio

IYC:

0.09

ONLN:

0.01

Sortino Ratio

IYC:

0.24

ONLN:

0.18

Omega Ratio

IYC:

1.03

ONLN:

1.02

Calmar Ratio

IYC:

0.09

ONLN:

0.00

Martin Ratio

IYC:

0.36

ONLN:

0.04

Ulcer Index

IYC:

4.70%

ONLN:

6.05%

Daily Std Dev

IYC:

18.43%

ONLN:

25.50%

Max Drawdown

IYC:

-53.10%

ONLN:

-71.77%

Current Drawdown

IYC:

-19.35%

ONLN:

-58.16%

Returns By Period

In the year-to-date period, IYC achieves a -15.11% return, which is significantly lower than ONLN's -14.04% return.


IYC

YTD

-15.11%

1M

-13.68%

6M

-6.41%

1Y

2.97%

5Y*

14.91%

10Y*

9.39%

ONLN

YTD

-14.04%

1M

-16.90%

6M

-17.51%

1Y

0.92%

5Y*

4.65%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IYC vs. ONLN - Expense Ratio Comparison

IYC has a 0.42% expense ratio, which is lower than ONLN's 0.58% expense ratio.


ONLN
ProShares Online Retail ETF
Expense ratio chart for ONLN: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ONLN: 0.58%
Expense ratio chart for IYC: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IYC: 0.42%

Risk-Adjusted Performance

IYC vs. ONLN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IYC
The Risk-Adjusted Performance Rank of IYC is 3939
Overall Rank
The Sharpe Ratio Rank of IYC is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of IYC is 3939
Sortino Ratio Rank
The Omega Ratio Rank of IYC is 3939
Omega Ratio Rank
The Calmar Ratio Rank of IYC is 4040
Calmar Ratio Rank
The Martin Ratio Rank of IYC is 4040
Martin Ratio Rank

ONLN
The Risk-Adjusted Performance Rank of ONLN is 2929
Overall Rank
The Sharpe Ratio Rank of ONLN is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of ONLN is 3131
Sortino Ratio Rank
The Omega Ratio Rank of ONLN is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ONLN is 2828
Calmar Ratio Rank
The Martin Ratio Rank of ONLN is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IYC vs. ONLN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Consumer Services ETF (IYC) and ProShares Online Retail ETF (ONLN). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for IYC, currently valued at 0.09, compared to the broader market-1.000.001.002.003.004.005.00
IYC: 0.09
ONLN: 0.01
The chart of Sortino ratio for IYC, currently valued at 0.24, compared to the broader market-2.000.002.004.006.008.0010.00
IYC: 0.24
ONLN: 0.18
The chart of Omega ratio for IYC, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
IYC: 1.03
ONLN: 1.02
The chart of Calmar ratio for IYC, currently valued at 0.09, compared to the broader market0.005.0010.0015.00
IYC: 0.09
ONLN: 0.00
The chart of Martin ratio for IYC, currently valued at 0.36, compared to the broader market0.0020.0040.0060.0080.00
IYC: 0.36
ONLN: 0.04

The current IYC Sharpe Ratio is 0.09, which is higher than the ONLN Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of IYC and ONLN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.09
0.01
IYC
ONLN

Dividends

IYC vs. ONLN - Dividend Comparison

IYC's dividend yield for the trailing twelve months is around 0.58%, less than ONLN's 0.90% yield.


TTM20242023202220212020201920182017201620152014
IYC
iShares US Consumer Services ETF
0.58%0.47%0.68%0.68%0.39%0.65%0.89%0.90%0.92%1.10%1.03%0.78%
ONLN
ProShares Online Retail ETF
0.90%0.75%0.00%0.00%0.00%1.24%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IYC vs. ONLN - Drawdown Comparison

The maximum IYC drawdown since its inception was -53.10%, smaller than the maximum ONLN drawdown of -71.77%. Use the drawdown chart below to compare losses from any high point for IYC and ONLN. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.35%
-58.16%
IYC
ONLN

Volatility

IYC vs. ONLN - Volatility Comparison

The current volatility for iShares US Consumer Services ETF (IYC) is 10.21%, while ProShares Online Retail ETF (ONLN) has a volatility of 13.01%. This indicates that IYC experiences smaller price fluctuations and is considered to be less risky than ONLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.21%
13.01%
IYC
ONLN
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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